Anic Equity¶

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Total return since start: 0.714 %¶

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Equity now: -----------------------------> 52362.51 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48228.24 Kr¶

PnL: ---------------------------------------> -703.76 Kr¶

DD now: ---------------------------------> -1.427 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 17:05:07.781700'

Anic Portfolio¶

Today¶

Return: 0.552 %¶

This Week¶

Return: 0.089 %¶

Total portfolio value¶

Return including deposits: 71.421 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 7.160000 704.130000 65.130000 10.190000 638.999984
Xvivo Perfusion 3 0.340000 885.000000 40.000000 4.730000 845.000001
Sedana Medical 135 5.490000 4360.500000 29.500000 0.680000 4330.999935
Biotage 4 1.280000 632.000000 29.000000 4.810000 603.000000
Vitrolife 3 1.650000 703.800000 26.800000 3.960000 677.000001
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Embracer Group B 26 1.450000 684.320000 22.320000 3.370000 661.999988
Fortnox 10 1.510000 686.600000 18.600000 2.780000 668.000000
Addtech B 3 0.340000 717.600000 17.600000 2.510000 699.999999
SynAct Pharma 9 -0.140000 657.000000 12.000000 1.860000 645.000003
Humana 40 3.380000 684.800000 10.800000 1.600000 674.000000
Svolder B 35 -0.160000 2189.250000 10.250000 0.470000 2179.000005
Addnode Group B 6 -0.080000 759.600000 7.600000 1.010000 751.999998
NCC B 7 0.050000 656.950000 2.950000 0.450000 653.999997
Indutrade 5 -0.640000 1320.000000 0.000000 0.000000 1320.000000
Latour B 2 -0.840000 448.200000 -0.800000 -0.180000 449.000000
SCA A 4 0.950000 593.600000 -5.400000 -0.900000 599.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Volati 5 -1.570000 564.000000 -10.000000 -1.740000 574.000000
Gaming Innovation Group 161 0.780000 4177.950000 -10.050000 -0.240000 4187.999942
Sampo Oyj SDB 1 -0.900000 494.000000 -11.000000 -2.180000 505.000000
BONESUPPORT HOLDING 10 0.080000 1211.000000 -13.000000 -1.060000 1224.000000
Sdiptech B 3 -1.890000 808.800000 -13.200000 -1.610000 822.000000
Profoto Holding 7 -1.930000 568.400000 -13.600000 -2.340000 581.999999
Investor B 3 -0.740000 643.950000 -14.050000 -2.140000 657.999999
Nolato B 12 -2.320000 632.400000 -15.600000 -2.410000 648.000000
Balco Group 39 2.710000 1848.600000 -26.400000 -1.410000 1874.999997
Lime Technologies 2 -4.800000 555.000000 -38.000000 -6.410000 593.000000
Ambea 68 1.050000 2491.520000 -45.480000 -1.790000 2537.000032
Creades A 7 -0.640000 545.300000 -65.700000 -10.750000 610.999998
Lundin Gold 7 -1.220000 905.800000 -68.200000 -7.000000 973.999999
Investor A 16 -0.920000 3433.600000 -111.400000 -3.140000 3545.000000
New Wave B 40 0.150000 3765.600000 -150.400000 -3.840000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 3.450000 2664.000000 -303.000000 -10.210000 2966.999993
TOTAL 48234.870000 -697.130000 -1.41417% 48931.999868

Updated:¶

'2023-06-14 17:03:54.674260'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶